Board of Governors of the Federal Reserve System

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• The Fed - The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?

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  URL: https://www.federalreserve.gov/econres/ifdp/the-out-of-sample-failure-of-empirical-exchange-rate-models-sampling-error-or-misspecification.htm
  



• The Fed - Why Hasn't Trade Grown Faster Than Income? Inter-Industry Trade Over the Past Century

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  URL: https://www.federalreserve.gov/econres/ifdp/why-hasn39t-trade-grown-faster-than-income-inter-industry-trade-over-the-past-century.htm
  



• The Fed - Assertion without Empirical Basis: An Econometric Appraisal of Monetary Trends in ... The United Kingdom

  prices, and interest rates; and their use of phase-average data. They ...the-wisp" model of velocity as a random walk. As constructive evidence

  URL: https://www.federalreserve.gov/econres/ifdp/assertion-without-empirical-basis-an-econometric-appraisal-of-monetary-trends-in-the-united-kingdom.htm
  



• The Fed - Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

  prices of Fed Funds futures contracts, we measure the impact of the surprise

  URL: https://www.federalreserve.gov/econres/ifdp/identifying-the-effects-of-monetary-policy-shocks-on-exchange-rates-using-high-frequency-data.htm
  



• The Fed - The Impact of Macroeconomic Announcements on Real Time Foreign Exchange Rates in Emerging Markets

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  URL: https://www.federalreserve.gov/econres/ifdp/the-impact-of-macroeconomic-announcements-on-real-time-foreign-exchange-rates-in-emerging-markets.htm
  



• The Fed - A Monetary Model of Exchange Market Pressure Applied to the Post-War Canadian Experience

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  URL: https://www.federalreserve.gov/econres/ifdp/a-monetary-model-of-exchange-market-pressure-applied-to-the-post-war-canadian-experience.htm
  



• The Fed - The Value of Financial Intermediaries: Empirical Evidence from Syndicated Loans to Emerging Market Borrowers

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  URL: https://www.federalreserve.gov/econres/ifdp/the-value-of-financial-intermediaries-empirical-evidence-from-syndicated-loans-to-emerging-market-borrowers.htm
  



• Federal Reserve Board - Market-Based Indicators on the Road to Ample Reserves, Accessible Data

  and, by effect, their lending in repo markets. In both charts, the vertical

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/market-based-indicators-on-the-road-to-ample-reserves-accessible-20250131.htm
  



• Federal Reserve Board - What Happens on Quarter-Ends in the Repo Market, Accessible Data

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  URL: https://www.federalreserve.gov/econres/notes/feds-notes/what-happens-on-quarter-ends-in-the-repo-market-accessible-20250606.htm
  



• The Fed - Welfare Evaluation in a Heterogeneous Agent Model: How Representative is the CES Representative Consumer?

  price changes on welfare in a model with heterogeneous consumers. I consider...price changes. In fact, asymmetric variation in prices produce differential

  URL: https://www.federalreserve.gov/econres/feds/welfare-evaluation-in-a-heterogeneous-agent-model-how-representative-is-the-ces-representative-consumer.htm
  

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